Anic Equity¶

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Total return since start: 0.664 %¶

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Equity now: -----------------------------> 50817.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.086 %¶

This Week¶

Return: 0.086 %¶

Total portfolio value¶

Return including deposits: 66.29 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexagon B 26 -0.640000 3430.700000 19.500000 0.570000 3411.200000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
Atrium Ljungberg B 5 0.220000 910.500000 9.000000 1.000000 901.500000
Hexatronic Group 15 2.310000 1075.200000 7.500000 0.700000 1067.700000
Vitec Software Group B 2 -1.600000 1108.000000 7.000000 0.640000 1101.000000
Latour B 4 -2.270000 860.800000 6.800000 0.800000 854.000000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
ASSA ABLOY B 4 -0.990000 995.600000 4.800000 0.480000 990.800000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
BioGaia B 8 -1.220000 906.400000 4.000000 0.440000 902.400000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
EQT 4 -1.360000 873.600000 2.800000 0.320000 870.800000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
Byggmax Group 33 -1.410000 966.240000 1.320000 0.140000 964.920000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Orrön Energy 170 -3.150000 2040.850000 0.000000 0.000000 2040.850000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Catena 2 0.200000 803.600000 0.000000 0.000000 803.600000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
Hennes & Mauritz B 6 -1.300000 908.280000 -1.680000 -0.180000 909.960000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
Investor B 3 -1.050000 647.850000 -10.150000 -1.540000 657.999999
BHG Group 109 -6.100000 1408.280000 -10.900000 -0.770000 1419.180000
VEF 788 -1.080000 1883.320000 -14.180000 -0.750000 1897.504000
Balco Group 39 -3.070000 1788.150000 -86.850000 -4.630000 1874.999997
Sedana Medical 93 -3.170000 2617.020000 -366.560000 -12.290000 2983.577733
TOTAL 45237.240000 -340.350000 -4.37759% 45577.591729

Updated:¶

'2023-06-19 11:12:43.908473'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶